Prosus NV (PROSY)

8.30 +0.06 (+0.73%) USD  |  OTCM  |  Dec 20, 16:00
More

Prosus Max Drawdown (5Y): 69.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for PROSY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
VEON Ltd 92.06%
Nebius Group NV 80.16%
Koninklijke KPN NV 44.65%
Universal Music Group NV --
AFC Ajax NV 52.39%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.637
Beta (5Y) 0.6687
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.00%
Historical Sharpe Ratio (5Y) 0.0784
Historical Sortino (5Y) 0.1515
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.25%